Results 171 to 180 of about 134,522 (315)
De internationale stedelijke arbitrages in de middeleeuwen.
, 1949 E. R. Van Bogaert
openalex +2 more sources
Estimating Hedge Fund Leverage: A Three‐Step Estimation Protocol
Financial Markets, Institutions &Instruments, EarlyView.ABSTRACT Utilizing a micro‐level hedge fund dataset, we propose a methodology for estimating hedge fund leverage. Initially, we perform a Principal Component Analysis on a set of 49 risk factors for dimension deduction purposes. After acquiring 10 Principal Components, we deploy the Least Absolute Shrinkage and Selection Operator regression (Lasso) per
Ariston Karagiorgis, Konstantinos Drakos
wiley +1 more source
Interplay Between Competition Networks, Strategy Uniqueness, and Hedge Fund Performance
Financial Markets, Institutions &Instruments, EarlyView.ABSTRACT This study investigates the effect of competition networks among hedge fund managers on strategy distinctiveness and fund performance. Using a sample of 2711 US‐based hedge funds from the Lipper TASS database between 1994 and 2018, we construct a hedge fund competition network (HFCN) based on alumni and employment ties derived from LinkedIn ...
Maher Kooli, Min Zhang
wiley +1 more source
Differential rates, residual information sets and transactional algebras [PDF]
The purpose of this paper is to model differential rates over residual information sets, so as to shape transactional algebras into operational grounds. Firstly, simple differential rates over residual information sets are introduced by taking advantage ...
Rodolfo Apreda
core
Collateral‐Based Monetary Policy: Evidence From China
International Economic Review, EarlyView.ABSTRACT We exploit the unique institutional features of Chinese bond markets to estimate the causal effect of collateral‐based monetary policy on asset prices and the real economy. A policy change allowed certain bonds to be used as collateral for the Medium‐Term Lending Facility in the interbank market, while the same bonds in the exchange market ...
Hanming Fang, Yongqin Wang, Xian Wu
wiley +1 more source
A Transactions Data Test of Stock Index Futures Market Efficiency and Index Arbitrage Profitability
, 1991 Y. Peter Chung
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Interest Rate Arbitrage in Currency Baskets: Forecasting Weights and Measuring Risk [PDF]
, 1999 Peter Christoffersen, Lorenzo Giorgianni
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Do carbon prices affect stock prices?
Journal of Financial Research, EarlyView.Abstract We explore how carbon pricing affects corporate financial performance during Phase 3 of the European Union Emissions Trading Scheme (EU ETS). We find that the relationship between carbon prices and stock prices depends critically on the proportion of verified emissions covered by freely allocated ETS allowances: For firms with a greater ...
Patrick Bolton +2 more
wiley +1 more source
Can ETFs mitigate stock Co-movement? An analysis of an emerging market. [PDF]
Heliyon, 2023 Esmaeilpour Moghadam H.
europepmc +1 more source